#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/StochasticProcess.h>
#pragma unmanaged 
#include <ql\legacy\libormarketmodels\lfmprocess.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Math;
using namespace Cephei::QL;
using namespace Cephei::QL::Indexes;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Legacy { namespace Libormarketmodels {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of ILiborForwardModelProcess
	public ref class CLiborForwardModelProcess  : 
            public CStochasticProcess,
            public Cephei::QL::Legacy::Libormarketmodels::ILiborForwardModelProcess
	{
	protected: 
		boost::shared_ptr<QuantLib::LiborForwardModelProcess>* _ppLiborForwardModelProcess;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::LiborForwardModelProcess>* _phLiborForwardModelProcess;
#endif
		Object^ _LiborForwardModelProcessOwner;     // reference to object that manages the storage for this object
	internal:
		CLiborForwardModelProcess (UInt64 size, Cephei::QL::Indexes::IIborIndex^ index);
        CLiborForwardModelProcess (boost::shared_ptr<QuantLib::LiborForwardModelProcess>& childNative, Object^ owner);
        CLiborForwardModelProcess (QuantLib::LiborForwardModelProcess& childNative, Object^ owner);
        CLiborForwardModelProcess (CLiborForwardModelProcess^ copy);
        CLiborForwardModelProcess (PLATFORM::Type^ t);
#ifdef STRUCT
        CLiborForwardModelProcess (QuantLib::LiborForwardModelProcess childNative);
#endif       
#ifdef HANDLE
		CLiborForwardModelProcess (QuantLib::Handle<QuantLib::LiborForwardModelProcess>& childNative, Object^ owner);
		CLiborForwardModelProcess (QuantLib::Handle<QuantLib::LiborForwardModelProcess> childNative);
#endif
		virtual ~CLiborForwardModelProcess ();
		!CLiborForwardModelProcess ();

	internal:
		QuantLib::LiborForwardModelProcess& GetReference ();
		boost::shared_ptr<QuantLib::LiborForwardModelProcess>& GetShared ();
		QuantLib::LiborForwardModelProcess* GetPointer ();
        void SetLiborForwardModelProcess (boost::shared_ptr<QuantLib::LiborForwardModelProcess> native)
        {
            if (_ppLiborForwardModelProcess != NULL)
                delete _ppLiborForwardModelProcess;
            _ppLiborForwardModelProcess = new boost::shared_ptr<QuantLib::LiborForwardModelProcess> (native);
            SetStochasticProcess (boost::dynamic_pointer_cast<QuantLib::StochasticProcess> (*_ppLiborForwardModelProcess));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::LiborForwardModelProcess>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Cephei::Core::IVector<Double>^ AccrualEndTimes 
        {
		    virtual Cephei::Core::IVector<Double>^ get () ;
        }
        property Cephei::Core::IVector<Double>^ AccrualStartTimes 
        {
		    virtual Cephei::Core::IVector<Double>^ get () ;
        }
		virtual Cephei::Core::IVector<Cephei::QL::ICashFlow^>^ CashFlows (Microsoft::FSharp::Core::FSharpOption<Double>^ amount) ;
        property Cephei::QL::Legacy::Libormarketmodels::ILfmCovarianceParameterization^ CovarParam 
        {
		    virtual Cephei::QL::Legacy::Libormarketmodels::ILfmCovarianceParameterization^ get () ;
        }
		virtual Cephei::Core::IVector<Double>^ DiscountBond (Cephei::Core::IVector<Double>^ rates) ;
        property UInt64 Factors 
        {
		    virtual UInt64 get () ;
        }
        property Cephei::Core::IVector<DateTime>^ FixingDates 
        {
		    virtual Cephei::Core::IVector<DateTime>^ get () ;
        }
        property Cephei::Core::IVector<Double>^ FixingTimes 
        {
		    virtual Cephei::Core::IVector<Double>^ get () ;
        }
        property Cephei::QL::Indexes::IIborIndex^ Index 
        {
		    virtual Cephei::QL::Indexes::IIborIndex^ get () ;
        }
		virtual UInt64 NextIndexReset (Double t) ;
		virtual Cephei::QL::Legacy::Libormarketmodels::ILiborForwardModelProcess^ SetCovarParam (Cephei::QL::Legacy::Libormarketmodels::ILfmCovarianceParameterization^ param) ;
        property UInt64 Size 
        {
		    virtual UInt64 get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Legacy::Libormarketmodels::ILiborForwardModelProcess^>::typeid)]
	[FactoryFor(Cephei::QL::Legacy::Libormarketmodels::ILiborForwardModelProcess::typeid)]
	[FactoryFor(Cephei::QL::Legacy::Libormarketmodels::ILiborForwardModelProcess_Factory::typeid)]
	public ref class CLiborForwardModelProcess_Factory sealed : public ILiborForwardModelProcess_Factory
	{
	public:
        virtual ILiborForwardModelProcess^ Create (UInt64 size, Cephei::QL::Indexes::IIborIndex^ index);
    };
   
/*Cephei*/ } /*QL*/ } /*Legacy*/ } /*Libormarketmodels */}
